Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,983 CHF | 66,661 CHF | 99.27% | 99.27% |
12/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,786 CHF | 68,929 CHF | 99.27% | 99.27% |
11/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,065 CHF | 65,022 CHF | 99.27% | 99.27% |
10/07/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,988 CHF | 69,996 CHF | 99.27% | 99.27% |
09/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,064 CHF | 73,355 CHF | 99.27% | 99.27% |
08/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,131 CHF | 72,377 CHF | 99.21% | 99.21% |
05/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,861 CHF | 73,620 CHF | 99.26% | 99.26% |
04/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,355 CHF | 73,118 CHF | 99.27% | 99.27% |
03/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,392 CHF | 70,131 CHF | 99.27% | 99.27% |
02/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,560 CHF | 68,520 CHF | 99.27% | 99.27% |